FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	6,775.0	6,793.0	18.0	0.3%	6,700.0
High	6,785.0	6,825.0	40.0	0.6%	6,785.0
Low	6,740.0	6,775.5	35.5	0.5%	6,697.5
Close	6,768.5	6,823.5	55.0	0.8%	6,768.5
Range	45.0	49.5	4.5	10.0%	87.5
ATR	59.5	59.2	-0.2	-0.4%	0.0
Volume	78,183	61,351	-16,832	-21.5%	355,784

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,956.5	6,939.5	6,850.5
R3	6,907.0	6,890.0	6,837.0
R2	6,857.5	6,857.5	6,832.5
R1	6,840.5	6,840.5	6,828.0	6,849.0
PP	6,808.0	6,808.0	6,808.0	6,812.0
S1	6,791.0	6,791.0	6,819.0	6,799.5
S2	6,758.5	6,758.5	6,814.5
S3	6,709.0	6,741.5	6,810.0
S4	6,659.5	6,692.0	6,796.5

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,013.0	6,978.0	6,816.5
R3	6,925.5	6,890.5	6,792.5
R2	6,838.0	6,838.0	6,784.5
R1	6,803.0	6,803.0	6,776.5	6,820.5
PP	6,750.5	6,750.5	6,750.5	6,759.0
S1	6,715.5	6,715.5	6,760.5	6,733.0
S2	6,663.0	6,663.0	6,752.5
S3	6,575.5	6,628.0	6,744.5
S4	6,488.0	6,540.5	6,720.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,825.0	6,735.0	90.0	1.3%	40.5	0.6%	98%	True	False	69,559
10	6,825.0	6,575.5	249.5	3.7%	47.0	0.7%	99%	True	False	75,323
20	6,825.0	6,492.0	333.0	4.9%	59.5	0.9%	100%	True	False	88,779
40	6,829.0	6,492.0	337.0	4.9%	60.0	0.9%	98%	False	False	83,359
60	6,829.0	6,492.0	337.0	4.9%	55.0	0.8%	98%	False	False	81,290
80	6,829.0	6,492.0	337.0	4.9%	47.5	0.7%	98%	False	False	61,021
100	6,829.0	6,460.0	369.0	5.4%	39.5	0.6%	99%	False	False	48,818
120	6,829.0	6,397.0	432.0	6.3%	34.0	0.5%	99%	False	False	40,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,035.5
2.618	6,954.5
1.618	6,905.0
1.000	6,874.5
0.618	6,855.5
HIGH	6,825.0
0.618	6,806.0
0.500	6,800.0
0.382	6,794.5
LOW	6,775.5
0.618	6,745.0
1.000	6,726.0
1.618	6,695.5
2.618	6,646.0
4.250	6,565.0

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	6,816.0	6,810.0
PP	6,808.0	6,796.0
S1	6,800.0	6,782.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols